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IDTitle of StrategyPeriod of RebalancingNumber of InstrumentsMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownConfidence in AnomalyKeywordsSharpe Ratio
78Betting Against Beta Factor in International EquitiesMonthly13equitiesETFs, futuresSimple strategy1980-2009309.77%18.46%0%Strongbeta factor, country picking, equity long short, factor investing, smart beta0.31
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419Payday AnomalyDaily1equitiesCFDs, ETFs, futuresSimple strategy1980-2010312.57%4.31%0%Strongmarket timing, seasonality0.6
165Quantpedia Premium (Buy Premium account to see this strategy)             
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446Quantpedia Premium (Buy Premium account to see this strategy)             
351Quantpedia Premium (Buy Premium account to see this strategy)             
352Quantpedia Premium (Buy Premium account to see this strategy)             
193Quantpedia Premium (Buy Premium account to see this strategy)             
290Consistent Momentum Strategy6 Months1000equitiesstocksComplex strategy1980-20113216.08%25.33%0%Strongequity long short, factor investing, momentum, momentum in stocks, smart beta, stock picking0.48
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